Anic Equity¶

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Total return since start: 0.554 %¶

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Equity now: -----------------------------> 47471.34 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46076.49 Kr¶

PnL: ---------------------------------------> -812.08 Kr¶

DD now: ---------------------------------> -2.382 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-13 15:59:23.249098'

Anic Portfolio¶

Today¶

Return: -0.838 %¶

This Week¶

Return: -1.426 %¶

Total¶

Return: 55.409 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -3.210000 3135.600000 164.600000 5.540000 2971.000006
HEBA B 70 -1.630000 2751.000000 115.000000 4.360000 2636.000010
Samhällsbyggnadsbo. i Norden B 20 -0.190000 424.600000 69.600000 19.610000 355.000000
Corem Property Group B 59 -2.870000 638.970000 61.970000 10.740000 576.999999
HMS Networks 2 -0.340000 713.200000 40.200000 5.970000 673.000000
FM Mattsson Mora Group B 50 1.720000 2950.000000 23.000000 0.790000 2927.000000
Coor Service Management Hold. 8 0.810000 548.800000 16.800000 3.160000 532.000000
Samhällsbyggnadsbo. i Norden D 12 1.880000 260.400000 14.400000 5.850000 246.000000
Midsona B 63 -1.250000 597.240000 14.240000 2.440000 582.999984
OEM International B 7 -1.280000 541.800000 13.800000 2.610000 527.999997
Eastnine 4 -1.100000 504.000000 13.000000 2.650000 491.000000
Resurs Holding 22 0.490000 586.520000 12.520000 2.180000 573.999998
Karnov Group 9 2.540000 544.500000 8.500000 1.590000 536.000004
Norva24 Group 16 -4.280000 551.360000 8.360000 1.540000 543.000000
Intrum 4 -0.490000 533.400000 6.400000 1.210000 527.000000
Creaspac SPAC 6 0.520000 580.200000 3.200000 0.550000 577.000002
MedCap 2 -1.400000 424.000000 3.000000 0.710000 421.000000
Essity B 2 -0.590000 576.600000 2.600000 0.450000 574.000000
AcadeMedia 12 0.690000 558.720000 1.720000 0.310000 557.000004
Handelsbanken A 5 -1.800000 547.000000 1.000000 0.180000 546.000000
Essity A 4 0.000000 1150.000000 1.000000 0.090000 1149.000000
Swedbank A 3 -1.660000 560.700000 -3.300000 -0.590000 564.000000
Securitas B 6 -0.570000 563.760000 -6.240000 -1.090000 570.000000
Nordea Bank Abp 29 -1.250000 3447.520000 -6.480000 -0.190000 3453.999992
Fastighetsbolag. Emilshus Pref 21 -5.050000 552.300000 -9.700000 -1.730000 562.000005
Boozt 12 0.740000 1642.800000 -11.200000 -0.680000 1653.999996
CTEK 13 -0.630000 509.860000 -24.140000 -4.520000 533.999999
Vivesto 1368 -1.580000 544.740000 -68.260000 -11.140000 612.999432
International Petroleum Corp. 5 0.680000 516.000000 -78.570000 -13.210000 594.565215
Sampo Oyj SDB 7 -0.740000 3748.500000 -101.500000 -2.640000 3850.000000
SAAB B 8 -1.020000 3266.400000 -110.600000 -3.280000 3377.000000
OX2 18 -0.290000 1539.900000 -124.100000 -7.460000 1663.999992
Axfood 13 -0.220000 3571.100000 -184.900000 -4.920000 3756.000001
Fasadgruppen Group 35 -2.170000 3479.000000 -332.000000 -8.710000 3810.999990
Ovzon 52 -0.340000 3016.000000 -346.000000 -10.290000 3361.999992
TOTAL 46076.490000 -812.080000 -2.38238% 46888.564618

Updated:¶

'2023-01-13 15:59:35.616661'
None

Last optimization/rebalancing:¶

'2022-12-04'

Next optimization/rebalancing:¶

'2023-01-13'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶